**Implied Volatility** is the volatility implied by the market value of the options contract based on options pricing model. The below calculator is based on the Black Scholes european options pricing model. This calculator is appropriate for calculating implied volatility of the nifty options.

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Hi,

It would be nice if you could elaborate a little more on the difference between implied volatility and the volatility that is normally used,also the Black Scholes model has a lot of fundamental errors such as the assumption of stock prices following a lognormal distribution which does not actually…is this the best model used to value options ?

I had a few of my students ask where they could find an Implied Volatility Calculator like this one. I will add a link to my website. Thank you

hi,

I would like ASK A QUESTION THAT HOW ONE CAN UNDERSTAND THE MOVEMENT OF INDIA VIX WITH THE IMPLIED VOLATILITY CALL AND PUT OF INDIVIDUAL STRIKES.

See if this helps a little – http://vix.co.in/indiavix/how-india-vix-is-calculated/ . I will try to post a new article answering your question.

i need implied calclulator